The set-up: There is a vicious bitterness to David Cross's standup that by rights should not be funny – and perhaps isn't. Two thirds of the way through this show, having expertly hectored the audience on religion, airports and some dumb guide to dating he's come across, Cross announces he is going to do some impressions. The audience cheers. "Yeah, right!" he replies wearily. "Get to the fucking comedy! Enough of the, 'Ooh, I don't like Jesus.' Make us laugh!"

Then he prepares his first impression: a crack baby. And this is not a play on words, perhaps about a baby getting stuck in a crack. It is not a cartoonish vision of an infant having a tantrum because its lighter has run out of gas. This is a grown man gasping and spluttering into the microphone in the sincerest imitation he can manage of a weak and suffering child. There are no knowing glances or aren't-I-naughty grins. He double-bluffs you, daring to do something sicker than you expected.

This was his first full-length HBO special, and there has not yet been a second. There have been successful CDs, successful sketch shows like Mr Show, and a popular sitcom, Arrested Development, in which Cross memorably played Tobias Fünke. All that anger, though. It can't be good for business.

Funny, how? Cross came up through the standup scene of the 1980s, and watching him there is that same feeling you get with Bill Hicks of a man who, in fact, sees very little that is funny in the world. Instead he can only laugh sardonically about having noticed, and being stuck in it.

There is also the same technical brilliance that Hicks gave us. In some ways, Cross is even more brilliant. Less of a speechifier, he puts the emphasis on acting – which he derides as "the easiest job in the world", and no doubt it is for him. He hectors the audience, yes, but this is hectoring illustrated with speculative playlets about following, for instance, the dating guide's advice by encouraging your date to play along to MTV videos on a kazoo. Or about being raped by the Virgin Mary. ("The cops were jerks.") You can see why he is also drawn to sketch comedy.

The show starts with, I think, my favourite-ever beginning to a standup movie, which in a single shot (I won't spoil it) takes us from Cross's life into his show. The two are always merged to some extent, of course, but here it feels especially fitting. Like Britain's Stewart Lee, American-born Cross is fond of bringing books, scraps of paper or quotations from the things he's observed in his daily life on stage, in order to eviscerate them.

You get that sense of authenticity from him, the feeling that he has a deep need to say these things in front of people, for his own sanity, if not for a living. When he makes light of the Columbine massacre, still fresh in the memory when he filmed this, and denounces the hypocritical reaction to it, you feel that you're not watching comedy at all. But it passes. Don't believe everything you hear. Snideness and sarcasm can sometimes be the highest forms of wit.